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2005 Mar 17
1
Optimization of constrained linear least-squares problem
...<- array(EM, c(3,3))
# Take an arbitrary d
d<-c(10, 20, 20)
# Define the function
fr <- function(x) {
C[1,]*x=d
C[2,]*x=d
C[3,]*x=d
sum(x)=1}
# Perform the optimization
optim(c(0.25,0.25,0.25),fr)
But it did not work. I got the eror couldn't find function. Can anyone
tell me what functyion I should use for my problem and how should I
program it?
Thanx in advance,
Stef